Bancorp Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:71.53% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0800 | 9.59 | |
| 0.0075 | 3.78 | |
| 0.9609 | 441.81 | |
| 0.0487 | 10.23 |
Estimation Period:
Feb 3, 2004 to Feb 13, 2026
Feb 3, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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